Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 1 2 5 5
Dealing with the Inventory Risk. A solution to the market making problem 2 3 7 84 9 23 76 296
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 2 6 14 67 6 14 33 123
General Intensity Shapes in Optimal Liquidation 1 1 1 26 2 4 7 80
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 19 19 1 2 9 9
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 1 44 2 4 12 93
Market impacts and the life cycle of investors orders 0 0 3 4 2 3 9 10
Market microstructure: confronting many viewpoints 0 0 0 0 0 4 8 8
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE * 1 2 2 2 3 5 7 7
Optimal Portfolio Liquidation with Limit Orders 0 0 3 67 3 5 15 171
Optimal algorithmic trading and market microstructure 5 8 19 193 10 19 56 302
Optimal posting price of limit orders: learning by trading 0 1 4 51 2 5 10 147
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 34 1 1 7 62
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 1 2 3 157
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 3 58 2 8 15 132
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 4 54 1 4 12 83
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 2 51 1 4 12 123
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 2 33 0 1 6 57
Simulating and analyzing order book data: The queue-reactive model 0 0 7 26 2 3 12 41
Total Working Papers 11 22 92 897 49 113 314 1,906
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 1 81 2 8 24 276
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 2 6 9 9
Real-time market microstructure analysis: online transaction cost analysis 0 0 2 5 1 2 11 29
Total Journal Articles 0 0 3 86 5 16 44 314


Statistics updated 2016-06-03